I'd like to build a home science lab/workshop like these guys have. I wonder if there are legal differences between the US states - if some might interfere more

I'd like to build a home science lab/workshop like these guys have. I wonder if there are legal differences between the US states - if some might interfere more than others in these kind of projects. What happens when you start trying to buy chemicals, a fume hood, certain microorganisms, etc. ???